In this paper, a modified formula for βk^PRP is proposed for the conjugate gradient method of solving unconstrained optimization problems. The value of βk^PRP keeps nonnegative independent of the line search. Under ...In this paper, a modified formula for βk^PRP is proposed for the conjugate gradient method of solving unconstrained optimization problems. The value of βk^PRP keeps nonnegative independent of the line search. Under mild conditions, the global convergence of modified PRP method with the strong Wolfe-Powell line search is established. Preliminary numerical results show that the modified method is efficient.展开更多
基金Supported by the National Natural Science Foundation of China (Grant No.10761001)
文摘In this paper, a modified formula for βk^PRP is proposed for the conjugate gradient method of solving unconstrained optimization problems. The value of βk^PRP keeps nonnegative independent of the line search. Under mild conditions, the global convergence of modified PRP method with the strong Wolfe-Powell line search is established. Preliminary numerical results show that the modified method is efficient.
